+2,053.0%
LLY vs HL
+136.8%
+1,916.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.5% |
| 7D | +4.6% | -7.6% | +12.2% | +4.8% |
| 30D | +22.4% | -17.5% | +39.8% | +23.0% |
| 3M | +17.1% | -26.2% | +43.4% | +18.1% |
| 6M | +44.6% | -35.1% | +79.7% | +46.1% |
| YTD | +33.5% | -30.4% | +63.8% | +34.1% |
| 1Y | +41.1% | -14.0% | +55.1% | +40.8% |
| 3Y | +143.8% | +256.3% | -112.6% | +130.4% |
| 5Y | +473.4% | +112.5% | +360.9% | +446.2% |
| All | +2,053.0% | +136.8% | +1,916.2% | +1,826.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling